One thing that came out of Terry Tao's recent blog posts on this matter (first post and follow up) is that it's hard to get an overview of all the different ways of getting one's amazing mathematics onto the web. I thought it'd be useful to gather together a list of such. This meant to be a list of ways to do it, not examples of where it's already being done.
Standard community wiki rules: one thing per answer and feel free to edit other's answers.
Additional rules: it'd be useful to have a little more than just links. A brief description, pros and cons (be objective), platforms (does it only work on Linux, sort of thing) - things that might help someone decide which things to examine further.